+216.1%
UNH vs CG
+278.5%
-62.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.4% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | +3.0% | +11.2% | -8.2% | +0.7% |
| 3M | +2.7% | -22.1% | +24.8% | +7.7% |
| 6M | +2.8% | -17.9% | +20.7% | +6.2% |
| YTD | +25.9% | -31.3% | +57.2% | +34.4% |
| 1Y | +25.8% | -24.0% | +49.8% | +31.4% |
| 3Y | -20.0% | +45.0% | -65.0% | -31.4% |
| 5Y | -2.8% | -22.6% | +19.8% | -3.6% |
| All | +216.1% | +278.5% | -62.4% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling